+111.1%
VSH vs SM
+18.0%
+93.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +14.3% | +9.4% | +5.0% | +12.5% |
| 30D | -7.9% | -14.4% | +6.5% | -5.7% |
| 3M | -19.9% | +1.6% | -21.4% | -20.6% |
| 6M | -30.5% | +6.3% | -36.9% | -32.4% |
| YTD | +85.7% | +78.8% | +6.9% | +62.5% |
| 1Y | +98.9% | +83.1% | +15.8% | +73.1% |
| 3Y | +32.1% | -5.9% | +38.0% | +27.2% |
| 5Y | +39.7% | +4.8% | +34.9% | +27.4% |
| All | +111.1% | +18.0% | +93.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling